+137.1%
VALE vs NTR
+97.9%
+39.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -0.3% | -1.3% | +1.0% | +0.4% |
| 30D | +8.6% | +16.8% | -8.1% | +0.3% |
| 3M | +2.0% | +20.7% | -18.8% | -7.8% |
| 6M | +2.1% | +0.5% | +1.6% | -0.1% |
| YTD | +20.2% | +29.2% | -9.0% | +2.5% |
| 1Y | +55.2% | +39.6% | +15.6% | +25.7% |
| 3Y | +45.9% | +37.9% | +8.0% | +15.1% |
| 5Y | +41.4% | +47.1% | -5.7% | -3.8% |
| All | +137.1% | +97.9% | +39.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling